The article shows the research or 5 municipal stores mainly with food, grocers. The article is very close to the article in the last copy of this magazine. The authors followed the number of customers of stores during a week and also the value of purchases of the selected part of shoppers. The...

The article shows the research or 5 municipal stores mainly with food, grocers. The article is very close to the article in the last copy of this magazine. The authors followed the number of customers of stores during a week and also the value of purchases of the selected part of shoppers. The...

This work deals with time series with flexible conditional variance which is changing according to past observations and values of past volatilities. We consider a class of ARCH-type models as a special case of GARCH models and its extension GARCH-M  Stationarity, estimation procedures, and LM...